+248.3%
VNQ vs XHB
+157.1%
+91.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | +0.6% |
| 7D | -2.6% | -5.2% | +2.6% | +0.7% |
| 30D | -2.3% | -12.1% | +9.8% | +5.8% |
| 3M | -2.8% | -6.2% | +3.4% | +0.3% |
| 6M | +2.5% | -6.7% | +9.2% | +5.2% |
| YTD | +8.4% | -5.5% | +13.9% | +9.7% |
| 1Y | +6.8% | -15.6% | +22.4% | +15.8% |
| 3Y | +29.9% | +22.0% | +7.9% | +6.5% |
| 5Y | +7.2% | +31.8% | -24.6% | -19.3% |
| 10Y | +62.5% | +208.1% | -145.5% | -36.2% |
| All | +248.3% | +157.1% | +91.2% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XHB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling